You can not run the main() in the class which extends Dialog directly. e.g:

public class ExternalLinkDialog extends Dialog {
    public static void main(String[] args) {
        Display display = new Display();
        ExternalLinkDialog externalLinkDialog = new ExternalLinkDialog(new Shell(display));
        externalLinkDialog.open();
    }
}

You should call the ExternalLinkDialog like this:

 public class TestDialog {

    public static void main(String[] args) {
        Display display = new Display();
        ExternalLinkDialog externalLinkDialog = new ExternalLinkDialog(new Shell(display));
        externalLinkDialog.setUri("http:///home/zhourj/joz/eclipse/");
        externalLinkDialog.open();
    }
}